He was discussing the creation of new states from the Purchase not the secession of states already part of the Union.
In your interpretation, Jefferson was saying territories purchased or obtained by war by the US could go their own way and leave the Union, but not states. That's a pretty strange interpretation. According to that interpretation, Jefferson would say the 1861 secession of the Arizona Territory was legitimate. So, Arizona won't need to secede again. They can just refer back to their original secession.